Calculates IRR of a Cashflow, simillar to Excels, XIRR formula.
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README.md

Xirr

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This is a gem to calculate XIRR on Bisection Method or Newton Method.

Installation

Add this line to your application's Gemfile:

gem 'xirr'

And then execute:

$ bundle install

Or install it yourself as:

$ gem install xirr

Usage

include Xirr

cf = Cashflow.new
cf << Transaction.new(-1000,  date: '2014-01-01'.to_date)
cf << Transaction.new(-2000,  date: '2014-03-01'.to_date)
cf << Transaction.new( 4500, date: '2015-12-01'.to_date)
cf.xirr
# 0.25159694345042327 # [BigDecimal]

flow = []
flow << Transaction.new(-1000,  date: '2014-01-01'.to_date)
flow << Transaction.new(-2000,  date: '2014-03-01'.to_date)
flow << Transaction.new( 4500, date: '2015-12-01'.to_date)

cf = Cashflow.new flow: flow
cf.xirr

Configuration

# intializer/xirr.rb

Xirr.configure do |config|
  config.eps = '1.0e-12'
  config.days_in_year = 365.25
end

Documentation

http://rubydoc.info/github/tubedude/xirr/master/frames

Supported versions

Ruby:
 - 2.2.1
 - 2.3
 - 2.4

ActiveSupport:
 - 4.2
 - 5

Thanks

http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/ https://github.com/wkranec/finance

Contributing

  1. Fork it ( https://github.com/tubedude/xirr/fork )
  2. Create your feature branch (git checkout -b my-new-feature)
  3. Commit your changes (git commit -am 'Add some feature')
  4. Push to the branch (git push origin my-new-feature)
  5. Create a new Pull Request